Bourbon gets captured. You will need to track him down. First, collect the ammunition from his shotgun and backpack, and head to the back of the vent to retrieve his AK.
Remove your gas mask, and pick either exit. You can switch between the two paths via a pathway just outside the vents, which also contains a small quantity of ammo.
If you choose the right exit, sneak behind the target board and grab the three arrows (from behind). Wait for the patrolling bandit to pass, turn off the light, and continue through the doorway. Once that bandit sits down, you can raid his ammo stash behind him, then continue down the tunnel by following the rail line (the platform itself is trapped with tripwires and broken glass).
If you choose the left exit, make a hard left turn towards the train. Collect the grenade, throwing knife and arrow in the train, and proceed down the corridor and collect the grenade on the crate (if possible.) Crouch walk past the two guards, and crouch-walk over the trip wire behind the left doorway. Crouch-walking will cause the arrow to hit the bandit, allowing you to collect his weapon and ammo. However, other bandit will watch over the other entrances to this place, but you can still sneak towards the lantern on the left and turn it off.
You will now need to proceed further down the tunnel. If you want to sneak past the barricade, you can go left or right once more. However, the path to the right is covered by traps, and might not go very far (and requires entering a lit area. A stealthier option is to take a left turn, and sneak through the twisty maze of crates. At the end of the crates, turn around, cause some noise to alert the guard before he gets killed by his own trap. Make sure that entrance isn't being watched, turn off the light, and collect ammunition.
Once the guard is looking away, head towards the door. In the cutscene, Bourbon will get killed, and you will meet with Khan. After he leaves, collect all ammo in the room and follow him.
This is a straight forward section of the Metro. Follow the instructions of Khan, charge your flashlight if it is low on power, and keep it on.
When you pass what Khan describes as the defenders of a battle, you will be able to locate some stray ammunition in the rooms ahead. Once you need to open a door, a battle from lurkers will start, with two approaching from the door, and one sneaking up from behind.
Follow Khan once more. Stop when he tells you to, as there will be an electric anomaly that will fly close.
When you reach the train cart, beasts will arrive from down the tunnel. Defend yourself using the assault rifle, making single or two-round bursts. Once the anomaly begins to approach, back up to the train cart, and watch it eliminate the rest of the beasts.
The station is under attack again, and there are two passages that need to be closed to stop them.
Once the monsters arrive, they will approach on groups of three Nostrils. As with most beasts, you can defeat them with a knife if you are skilled enough.
There are two tasks you need to do. First, you need to collapse the side entrance. You will need to locate the demolition team that was wiped out, and they may be located in the right tunnel at the end. Collect any ammo on them and their bomb. bring it to the end of the left tunnel, watching for any beasts that may be hiding behind one of the wooden boards. At the end, plant the bomb, and run back to the center tunnel.
To close the airlock, locate the upper floor. Equip a gas mask, and place a grenade on the support for the airlock. Run downstairs, and the airlock should be sealed. If you don't have a grenade, you can find one on the lower level, attached to a tripwire at one of the arches on the left.
Once the entrances are sealed, Khan will bring you to a shrine at the end of the middle tunnel, which is a secret path to an Armory.
Here, you will meet Andrew the Smith, but you will need to enter the station.
Enter the station door where there is an inspection. When the action starts, follow the other person as quickly as you can, and even duck beneath cover when attacked from the side. When he gives a hand signal, turn left up the stairs. You will then stumble upon Andrew, who then rescues you. Collect the ammo on the bed and exchange weapons (to either the heavy automatic shotgun), and head outside to the market.
The market contains standard equipment, as well as better weapons that you may purchase. There is also a stealth suit available for 100 bullets, which reduces your visibility profile slightly, as well as a heavy suit which reduces the amount of damage you take - also for 100 bullets.
When you are satisfied with your equipment, head to the train cart. Jump into the hole, and board the luggage compartment.